[huntse]

So I have a really interesting job in the front office at a real investment bank. I have worked here for several years and have used (among others) perl, python and C++. I have touched precisely 3 lines of java in all my time here.

Our development cycle is super fast, yet I work on very sensitive applications and infrastructure (real time trading, pricing, risk etc).

Bottom line: Jobs vary significantly in any industry and within any firm.

[wglb]

Is your bank one of the larger ones, or smaller? I am wondering if that has an influence.

[gaius]

Not really. A bank is more like Ancient Greece, squabbling, semi-independent fiefdoms that only look united from the outside. Two groups in the same bank can be like night and day culturally. The biggest factor is the personality of whoever's the head trader (that week).

[huntse]

Larger and more profitable. The sort of things that will get your cv noticed by the right people around here are: Haskell, some sort of particle physics or similar simulation experience, and/or games programming experience.

Oh, and for goodness sake don't put down on your cv that you've read the first 13 chapters of Hull and know Ito's Lemma and the Black Scholes model. (Unless you just want to give people a good chuckle.)

If you really want to bone up on your financial maths with a bias towards a job in computational finance I always recommend people read Joshi. http://www.markjoshi.com/